Clarification: I want to instantly lock the iPhone and not be waiting until "Require Passcode" (currently at 1 hour) kicks in. Basically I want the iPhone to automatically lock after an hour, but if I want to lock right now, to do that easily. The same behavior as every Desktop Computer has...
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daefuOct 21 '11 at 12:59

11 Answers
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There are 2 types of locking mechanism (certainly in iOS 5 and iOS 4.2.1).

Firstly, in Settings > General there is Auto-Lock, with settings of 1-5 minutes, or Never.

Secondly, same place, there is Passcode Lock, which if set has options of Immediately, after 1, 5, 15 minutes, or 1, 4 hours.

The first of these locks your screen after a period of inactivity (for the purposes of saving battery hence the max of 5 minutes), but the second refers to the amount of time that must pass after the screen it locked before the passcode is required to unlock (for the purpose of security).

A common mistake it to confuse the two, and the wonder why it does (or doesn't) ask for your passcode each time. You might have the auto-lock set to 5 minutes, thinking it is the correct setting, leaving the passcode lock to immediate which is the default. This is why you might need to re-enter your pin even if you try it only seconds after locking when you think it's set to 5 minutes.

To go back to the original question, without your passcode lock being set to immediate, there is no way to immediately lock your phone without waiting for whatever setting you have got instead. It would be nice if something like a double tap on the power button when locking did it, or if holding it down to get the slide to power off screen also had a slide to lock now section, and I may well head over to Apple feedback now to suggest same, but to answer the OP question directly and finally, the answer is no.

You cannot explicitly lock the iPhone. The closest you could come is manually turn on the passcode each time you want to lock it, but obviously that's a bit of a pain. There may be a jailbroken app that does this, but on a standard iOS install, locking is solely based on the timeout with no way to explicitly lock the device.

It's not exactly convenient, but if you have Require Password set for one hour, but power off the iPhone then power it back on, it will require your password even if you've entered it in the last hour.

I thought you were asking how to require a password (as opposed to not having a password at all). To answer your question as clarified, the original answer doesn't help at all. Try this new one.
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Daniel♦Oct 21 '11 at 14:50

Probably not exactly what you're looking for, but worth knowing anyway. If you log into iCloud, you can go to "Find my iPhone", then after the phone is located, you can click the info icon and you have the option to lock your phone (provided you've turned on Find my iPhone and it's connected to the internet).

Sounds like you have different carriers, however the answer about there being 2 different "locks" is correct.

You can set "auto-lock" and you can set "password lock"

I've set password lock and given it a password. And then I explicitly push the power button once quickly to make the iphone sleep. It immediately goes to sleep and when I push the power button once quickly it wakes up but is password locked; and of course the power was "off" (battery savings) without actually holding the button down and turning the device off...

So you can do this if you don't use news stand (which I don't). Put news stand into a folder. After doing this, every time you try to launch news stand, springboard will restart. This prompts you for your password.

I do this all the time when my phone is unlocked but I want to hand it to someone to take a photo (since you can get to the camera from the lock screen now)

Looks like 5.1 fixed this bug with news stand but I did this before 5.1 and when I upgraded it didnt move it out of the folder so this still works for me.

There is one way to do this: Restart your phone by holding down Home and Power for several seconds. This will lock the phone (and if you are using TouchID it will require a passcode instead of your fingerprint).

(This is slightly different and faster than the previous answer of powering off and on the iPhone.)

The previously-mentioned method of using Find iPhone also works; enter Lost mode.

Neither of these solutions is ideal, of course, but they seem to be the only ones available other than entering Settings and temporarily changing the Lock time.

If you have an iPhone 5S or later, with fingerprint security - Touch ID - it is always locked immediately after 'sleeping' - with no way to bypass or change the feature, other than by disabling Touch ID again.

As the Touch ID method of opening the phone is faster than any swipe/numeric entry, this is actually no disadvantage whatsoever.